Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.69% | 2.12 CHF | 2.14 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 20'276 CHF | 20'417 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 2.46 CHF | 2.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'009 CHF | 23'147 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 2.15 CHF | 2.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'781 CHF | 19'895 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 1.92 CHF | 1.93 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'969 CHF | 18'076 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.78 CHF | 1.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'894 CHF | 18'006 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'932 CHF | 19'040 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 1.77 CHF | 1.78 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'658 CHF | 18'774 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.89 CHF | 1.90 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'805 CHF | 18'920 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.85 CHF | 1.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'821 CHF | 18'928 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.78 CHF | 1.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'773 CHF | 16'901 CHF | 99.71% | 99.71% |